+58.4%
PHM vs ALK
+13.2%
+45.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -4.1% | -1.2% | -3.0% | -3.8% |
| 30D | +16.1% | +7.7% | +8.5% | +13.6% |
| 3M | -2.5% | -19.0% | +16.5% | +3.1% |
| 6M | +12.9% | -0.2% | +13.1% | +12.4% |
| YTD | +9.0% | -23.5% | +32.5% | +14.1% |
| 1Y | +8.2% | -9.1% | +17.3% | +8.4% |
| 3Y | +58.4% | +12.0% | +46.4% | +43.8% |
| All | +58.4% | +13.2% | +45.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling